+99.2%
DOCN vs MAGS
+180.2%
-81.0%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.0% | +1.5% | +1.4% |
| 7D | -19.2% | -1.4% | -17.8% | -17.5% |
| 30D | -43.1% | -8.4% | -34.7% | -36.7% |
| 3M | -40.7% | -1.5% | -39.2% | -38.6% |
| 6M | -55.0% | -1.4% | -53.6% | -53.6% |
| YTD | +50.6% | +2.4% | +48.2% | +49.2% |
| 1Y | +54.0% | +3.5% | +50.4% | +51.0% |
| 3Y | +203.9% | +125.3% | +78.6% | +42.7% |
| All | +99.2% | +180.2% | -81.0% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAGS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling